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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+6.72%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$114B
AUM Growth
+$8.81B
Cap. Flow
+$2.8B
Cap. Flow %
2.45%
Top 10 Hldgs %
15.97%
Holding
4,052
New
175
Increased
2,320
Reduced
1,403
Closed
113

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$217M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$157M
3
IUSV icon
iShares Core S&P US Value ETF
IUSV
+$134M
4
BAP icon
Credicorp
BAP
+$79.9M
5
JNJ icon
Johnson & Johnson
JNJ
+$51.8M

Top Sells

Rank Stock Value
1
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$170M
2
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$161M
3
WFC icon
Wells Fargo
WFC
+$123M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$60.9M
5
XL
XL Group Ltd.
XL
+$55.8M

Sector Composition

Rank Sector Weight
1 Technology 14.79%
2 Financials 13.98%
3 Healthcare 12.2%
4 Consumer Discretionary 8.82%
5 Industrials 8.57%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CNMD icon
1301
CONMED
CNMD
$1.33B
$8.46M 0.01%
106,803
+4,413
+4% +$341K
PFPT
1302
DELISTED
Proofpoint, Inc.
PFPT
$8.46M 0.01%
79,533
-479
-0.6% -$55.7K
BNDX icon
1303
Vanguard Total International Bond ETF
BNDX
$82.3B
$8.41M 0.01%
154,271
– –
CIG icon
1304
CEMIG Preferred Shares
CIG
$6.21B
$8.4M 0.01%
9,634,382
+1,348,228
+16% +$1.31M
CSOD
1305
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$8.39M 0.01%
147,886
-6,730
-4% -$363K
IBKR icon
1306
Interactive Brokers
IBKR
$40.5B
$8.39M 0.01%
606,760
-53,296
-8% -$808K
HBI
1307
DELISTED
Hanesbrands
HBI
$8.39M 0.01%
455,025
-259,969
-36% -$5.04M
CALY
1308
Callaway Golf Company
CALY
$3.28B
$8.37M 0.01%
344,573
-11,615
-3% -$250K
SAIA icon
1309
Saia
SAIA
$10.9B
$8.36M 0.01%
109,335
+8,822
+9% +$687K
VIAV icon
1310
Viavi Solutions
VIAV
$8.66B
$8.32M 0.01%
733,907
+48,389
+7% +$523K
MOG.A icon
1311
Moog Inc Class A
MOG.A
$13.1B
$8.31M 0.01%
96,660
-15,263
-14% -$1.2M
PB icon
1312
Prosperity Bancshares
PB
$8.82B
$8.31M 0.01%
119,817
+12,140
+11% +$874K
AN icon
1313
AutoNation
AN
$7.37B
$8.31M 0.01%
199,930
-3,303
-2% -$153K
INOV
1314
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$8.3M 0.01%
826,212
-200,337
-20% -$2.18M
GHC icon
1315
Graham Holdings Company
GHC
$5.23B
$8.3M 0.01%
14,323
+1,319
+10% +$749K
EVV
1316
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$8.29M 0.01%
653,543
+125,729
+24% +$1.59M
GEF icon
1317
Greif
GEF
$4.74B
$8.29M 0.01%
154,422
+12,168
+9% +$661K
SJI
1318
DELISTED
South Jersey Industries, Inc.
SJI
$8.27M 0.01%
234,461
+23,372
+11% +$793K
MFGP
1319
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$8.26M 0.01%
369,471
+22,892
+7% +$464K
VSM
1320
DELISTED
Versum Materials, Inc.
VSM
$8.23M 0.01%
228,437
-24,515
-10% -$923K
FLOW
1321
DELISTED
SPX FLOW, Inc.
FLOW
$8.22M 0.01%
158,105
+9,079
+6% +$429K
PUB
1322
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$8.22M 0.01%
552,485
-177,896
-24% -$2.65M
ELS icon
1323
Equity Lifestyle Properties
ELS
$12.8B
$8.2M 0.01%
170,048
+9,504
+6% +$446K
KDP icon
1324
Keurig Dr Pepper
KDP
$42.3B
$8.2M 0.01%
353,751
-361,107
-51% -$11.4M
HI
1325
DELISTED
Hillenbrand
HI
$8.19M 0.01%
156,650
+13,330
+9% +$677K
51 52
53
54 55

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MCM
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PSUF
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IA
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BAM
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Parametric Portfolio Associates's Q3 2018 Portfolio in Review

As of Q3 2018, Parametric Portfolio Associates held 4,052 positions worth $114B, up 8.3% from $106B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2018 filing shows 175 new, 2,320 increased, 1,403 reduced and 113 closed positions. Its largest new stake was iShares Core S&P US Value ETF: 2,394,547 shares worth $135M. The largest sale was iShares MSCI EAFE Small-Cap ETF, an estimated $170M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2018 buy was iShares Core S&P US Value ETF: 2,394,547 shares worth $135M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2018, an estimated $217M increase.
  • Parametric Portfolio Associates's biggest Q3 2018 reduction was iShares MSCI EAFE Small-Cap ETF, cutting an estimated $170M.
  • Parametric Portfolio Associates fully exited XL Group Ltd. in Q3 2018, selling an estimated $55.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $114B portfolio in Q3 2018.
  • Parametric Portfolio Associates opened 175 new positions and closed 113 in Q3 2018.
  • Parametric Portfolio Associates's portfolio value rose 8.3% quarter-over-quarter to $114B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2018, filed 13 Nov 2018.